+1,100.2%
VSH vs KIM
+3,315.9%
-2,215.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.2% | +5.9% |
| 7D | -12.9% | +4.1% | -17.0% | -14.6% |
| 30D | -36.9% | +16.8% | -53.7% | -41.4% |
| 3M | -28.8% | +5.7% | -34.5% | -30.9% |
| 6M | -30.3% | +9.7% | -40.0% | -34.1% |
| YTD | +62.4% | +30.2% | +32.1% | +41.8% |
| 1Y | +62.5% | +32.1% | +30.4% | +41.0% |
| 3Y | +7.4% | +58.6% | -51.2% | -13.4% |
| 5Y | +25.4% | +31.2% | -5.7% | +8.6% |
| 10Y | +102.6% | +66.7% | +36.0% | +43.2% |
| All | +1,100.2% | +3,315.9% | -2,215.8% | +243.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling